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We show that when a high-dimensional data matrix is the sum of a low-rank matrix and a random error matrix with independent entries, the low-rank component can be consistently estimated by solving a convex minimization problem. We develop a…

Econometrics · Economics 2019-11-14 Jushan Bai , Junlong Feng

Logconcave functions represent the current frontier of efficient algorithms for sampling, optimization and integration in R^n. Efficient sampling algorithms to sample according to a probability density (to which the other two problems can…

Data Structures and Algorithms · Computer Science 2009-06-16 Karthekeyan Chandrasekaran , Amit Deshpande , Santosh Vempala

We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…

Probability · Mathematics 2009-11-06 Benoit Collins , Piotr Sniady

We give another proof that for every lambda >= beth_omega for every large enough regular kappa < beth_omega we have lambda^{[kappa]}= lambda, dealing with sufficient conditions for replacing beth_omega by aleph_omega. In section 2 we show…

Logic · Mathematics 2009-09-25 Saharon Shelah

Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…

Combinatorics · Mathematics 2017-12-29 Mikhail Isaev , Brendan D. McKay

The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…

Number Theory · Mathematics 2020-04-17 Melvyn B. Nathanson

We present an analytical-numerical method providing robust upper estimates for the topological entropy or, more generally, uniform volume growth exponents of differentiable mappings. By introducing varying metrics, we simplify the analysis…

Dynamical Systems · Mathematics 2025-03-17 Mikhail Anikushin , Andrey Romanov

The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…

Machine Learning · Statistics 2022-05-17 Yuxin Dong , Tieliang Gong , Shujian Yu , Chen Li

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

We focus on the FeigenbaumCoulletTresser point of the dissipative one-dimensional z logistic map. We show that sums of iterates converge to q Gaussian distributions, which optimize the nonadditive entropic functional Sq under simple…

Statistical Mechanics · Physics 2025-08-20 Abbas Ali Saberi , Ugur Tirnakli , Constantino Tsallis

We examine volume computation of general-dimensional polytopes and more general convex bodies, defined as the intersection of a simplex by a family of parallel hyperplanes, and another family of parallel hyperplanes or a family of…

Computational Geometry · Computer Science 2018-03-16 Ludovic Cales , Apostolos Chalkis , Ioannis Z. Emiris , Vissarion Fisikopoulos

We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…

Statistics Theory · Mathematics 2010-03-04 Sanjay Chaudhuri , Mathias Drton , Thomas S. Richardson

We investigate the rank of random (symmetric) sparse matrices. Our main finding is that with high probability, any dependency that occurs in such a matrix is formed by a set of few rows that contains an overwhelming number of zeros. This…

Probability · Mathematics 2007-11-20 Kevin P. Costello , Van Vu

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors $\pm X_1,...,\pm X_N\in\R^n$, ($N\ge n$). We introduce a class of random sampling matrices and show that they…

Probability · Mathematics 2009-05-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

Matrix concentration inequalities, intimately connected to the Non-Commutative Khintchine inequality, have been an important tool in both applied and pure mathematics. We study tensor versions of these inequalities, and establish…

Probability · Mathematics 2024-11-19 Afonso S. Bandeira , Sivakanth Gopi , Haotian Jiang , Kevin Lucca , Thomas Rothvoss

We prove the consistency of: for suitable strongly inaccessible cardinal lambda the dominating number, i.e. the cofinality of lambda^lambda is strictly bigger than cov(meagre_lambda), i.e. the minimal number of nowhere dense subsets of…

Logic · Mathematics 2022-09-07 Saharon Shelah

The influence-matrix formalism provides an alternative route to the classical simulation of quantum dynamics. Because influence matrices retain information only about the effective bath seen by local observables, they are expected to be…

Quantum Physics · Physics 2026-05-14 Cathy Li , Bruno Bertini , Katja Klobas , Tianci Zhou

Uncertain information on input parameters of reliability models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependence structure of these variables. In numerous real-world…

Applications · Statistics 2018-04-30 Nazih Benoumechiara , Bertrand Michel , Philippe Saint-Pierre , Nicolas Bousquet

We present characterisations of "exact" gap-definable classes, in terms of indeterministic models of computation which slightly modify the standard model of quantum computation. This follows on work of Aaronson [arXiv:quant-ph/0412187], who…

Computational Complexity · Computer Science 2015-09-28 Niel de Beaudrap

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro
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